+78.7%
SO vs RSG
+99.6%
-20.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +1.4% | +2.5% | -1.1% | +0.2% |
| 30D | +4.7% | +12.7% | -8.0% | -1.1% |
| 3M | +1.7% | +17.9% | -16.2% | -6.1% |
| 6M | +2.2% | +25.0% | -22.8% | -8.4% |
| YTD | +10.0% | +20.8% | -10.8% | 0.0% |
| 1Y | +6.0% | +24.3% | -18.2% | -5.0% |
| 3Y | +54.1% | +65.3% | -11.1% | +17.6% |
| All | +78.7% | +99.6% | -20.8% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RSG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling